+336.7%
COP vs VRTX
+483.3%
-146.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +4.4% | -1.6% | +6.0% | +4.7% |
| 30D | 0.0% | +8.0% | -8.1% | -1.8% |
| 3M | +15.0% | +4.3% | +10.7% | +13.7% |
| 6M | +22.0% | +18.9% | +3.1% | +16.8% |
| YTD | +55.3% | +18.8% | +36.5% | +47.6% |
| 1Y | +64.1% | +24.0% | +40.2% | +54.2% |
| 3Y | +34.1% | +42.1% | -8.1% | +17.9% |
| 5Y | +133.4% | +187.6% | -54.2% | +64.7% |
| All | +336.7% | +483.3% | -146.6% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling